Concentration for independent random variables with heavy tails

DOI10.1155/AMRX.2005.39MaRDI QIDQ3379062zbMATH OpenFDO

Authors Patrick Cattiaux, C. Roberto, Franck Barthe

Publication date 6 April 2006

Published in Applied Mathematics Research eXpress (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0505492

zbMATH Keywords

heavy tailsspectral gap inequalitymeasure concentrationlocally Lipschitz propertyPoincar\(\acute{e}\) inequalitytensorization property

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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• A new kind of modified transportation cost inequalities and polynomial concentration inequalities
• Gradient flows of (K, N)-convex functions with negative N
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• deviation bounds for additive functionals of markov processes
• \(L^q\)-functional inequalities and weighted porous media equations
• Measure concentration for stable laws with index close to 2
• Weak logarithmic Sobolev inequalities and entropic convergence
• Notes on entropic convergence and the weak entropy inequality
• Applications of Stein's method for concentration inequalities
• Weak Poincaré inequalities for convolution probabilities measures
• Trends to equilibrium in total variation distance
• Poincaré-type inequalities for singular stable-like Dirichlet forms
• Slow decay of Gibbs measures with heavy tails
• Orlicz-Sobolev inequalities for sub-Gaussian measures and ergodicity of Markov semi-groups
• Poincaré and logarithmic Sobolev inequalities for nearly radial measures
• Subexponential decay in kinetic Fokker-Planck equation: weak hypocoercivity

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